Synthetic datasets.
To enhance the real world datasets, we create two synthetic datasets starting with a graph and making sure that the graph has an impact on the connection between the time series. This allows us to speculate that the graph will be of importance for the forecasting of the time series.
We create the Diffusion dataset by using Personalized PageRank (PPR) [1]} to diffuse the multivariate timeseries.
We create the DAG dataset using a directed acyclic graph (DAG) and making all the children dimensions be a weighted combination of its parents dimensions.
